+112.5%
NET vs IEFA
+52.2%
+60.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.2% |
| 7D | -7.0% | +0.6% | -7.6% | -7.8% |
| 30D | -4.8% | +1.0% | -5.8% | -6.3% |
| 3M | +3.8% | +4.7% | -0.9% | -4.0% |
| 6M | +50.0% | +8.6% | +41.5% | +27.2% |
| YTD | +41.5% | +14.8% | +26.6% | +7.9% |
| 1Y | +32.8% | +22.6% | +10.2% | -10.4% |
| 3Y | +335.9% | +67.0% | +268.9% | +53.8% |
| All | +112.5% | +52.2% | +60.3% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IEFA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling